Uses of Class
com.ftlabs.fisa.DayCountBasis

Packages that use DayCountBasis

com.ftlabs.fisa
com.ftlabs.fisa.calc
com.ftlabs.fisa.calc.cd
com.ftlabs.fisa.calc.indexed
com.ftlabs.fisa.calc.jp
com.ftlabs.fisa.calc.msrb

Uses of DayCountBasis in com.ftlabs.fisa

Subclasses of DayCountBasis in com.ftlabs.fisa

class	DayCountBasis_30_360 Implementation of the 30/360 Day Count Basis.
class	DayCountBasis_30E_360 Implementation of the 30E/360 Day Count Basis.
class	DayCountBasis_Actual Implementation of the Actual/Actual Day Count Basis.

Fields in com.ftlabs.fisa declared as DayCountBasis

static DayCountBasis	DayCountBasis._30_360 30/360 DayCountBasis implementation
static DayCountBasis	DayCountBasis._30E_360 30E/360 DayCountBasis implementation
static DayCountBasis	DayCountBasis.ACT_360 Actual/360 DayCountBasis implementation
static DayCountBasis	DayCountBasis.ACT_365 Actual/365 DayCountBasis implementation
static DayCountBasis	DayCountBasis.ACT_365_NL Actual/365_NL DayCountBasis implementation Actual/365, but ignores leap days for both accrued and days remaining.
static DayCountBasis	DayCountBasis.ACT_ACT Actual/Actual DayCountBasis implementation

Methods in com.ftlabs.fisa that return DayCountBasis

static DayCountBasis	DayCountBasis.getByName(java.lang.String name) Get a DayCountBasis implementations for a given name.
DayCountBasis	AbstractSecurity.getDayCountBasis() Get method for property dayCountBasis.
DayCountBasis	Market.getDefaultDayCountBasis() Retrieve the default DayCountBasis.
DayCountBasis	Market.getDefaultDayCountBasis(java.lang.Class<? extends Security> securityClass) Retrieve the default DayCountBasis for the provided Security class within this Market.

Methods in com.ftlabs.fisa with parameters of type DayCountBasis

void	AbstractSecurity.setDayCountBasis(DayCountBasis dayCountBasis) Set the DayCountBasis to be used for calculating this Security.
void	Market.setDefaultDayCountBasis(java.lang.Class<? extends Security> securityClass, DayCountBasis dayCountBasis) Change the default DayCountBasis for the provided Security class within this Market.
void	Market.setDefaultDayCountBasis(DayCountBasis dayCountBasis) Change the default DayCountBasis for the this Market.

Uses of DayCountBasis in com.ftlabs.fisa.calc

Methods in com.ftlabs.fisa.calc with parameters of type DayCountBasis

double	PeriodicRateCalculator.calculateRate(double rate, FISADate startDate, FISADate endDate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)
Calculator	RYMMYFixedInterestRateCalculatorFactory.createCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)
protected void	PreferredCalculator.setValues(FISADate tradeDate, double parValue, double interestRate, InterestFrequency interestFrequency, DayCountBasis dayCountBasis, boolean eomAdjust, FISADate datedDate, FISADate exDividendDate)
void	PerpetualPreferredCalculator.setValues(FISADate tradeDate, FISADate settlementDate, double parValue, double interestRate, InterestFrequency interestFrequency, DayCountBasis dayCountBasis, boolean eomAdjust, FISADate datedDate, FISADate dividendPaymentDate, FISADate exDividendDate)
void	PreferredFixedInterestRateCalculator.setValues(FISADate tradeDate, FISADate settlementDate, Redemption redemption, double parValue, double interestRate, InterestFrequency interestFrequency, DayCountBasis dayCountBasis, boolean eomAdjust, FISADate datedDate, FISADate dividendPaymentDate, FISADate exDividendDate) Create a new PreferredFixedInterestRateCalculator.
protected void	LastPeriodCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)
void	ZeroCouponCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)
protected void	MultiplePeriodCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)
void	InterestAtMaturityCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, boolean eomAdjust, FISADate datedDate)
void	LastPeriodSimpleInterestCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)
void	LastPeriodSimpleInterestCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, boolean useFullPrice)
void	FixedInterestRateCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)
void	FixedInterestRateCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate, boolean useFullPrice)
void	DiscountCalculator.setValues(FISADate settlementDate, Redemption maturity, double parValue, FISADate datedDate, DayCountBasis dayCountBasis, boolean eomAdjust)
protected void	SteppedCouponCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, InterestRateSchedule interestRateSchedule, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)
void	SteppedCouponCompoundingCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, InterestRateSchedule interestRateSchedule, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)

Constructors in com.ftlabs.fisa.calc with parameters of type DayCountBasis

DiscountCalculator(FISADate settlementDate, Redemption maturity, double parValue, FISADate datedDate, DayCountBasis dayCountBasis, boolean eomAdjust)

FixedInterestRateCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)

FixedInterestRateCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate, boolean useFullPrice)

InterestAtMaturityCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, boolean eomAdjust, FISADate datedDate)

LastPeriodCalculator(FISADate settlementDate, Redemption redemption, double parValue, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)

LastPeriodSimpleInterestCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)

LastPeriodSimpleInterestCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, boolean useFullPrice)

MultiplePeriodCalculator(FISADate settlementDate, Redemption redemption, double parValue, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)

PerpetualPreferredCalculator(FISADate tradeDate, FISADate settlementDate, double parValue, double interestRate, InterestFrequency interestFrequency, DayCountBasis dayCountBasis, boolean eomAdjust, FISADate datedDate, FISADate dividendPaymentDate, FISADate exDividendDate)
Create a new PreferredFixedCouponCalculator.

PreferredCalculator(FISADate tradeDate, double parValue, double interestRate, InterestFrequency interestFrequency, DayCountBasis dayCountBasis, boolean eomAdjust, FISADate datedDate, FISADate exDividendDate)
Creates a new PreferredCalculator.

PreferredFixedInterestRateCalculator(FISADate tradeDate, FISADate settlementDate, Redemption redemption, double parValue, double interestRate, InterestFrequency interestFrequency, DayCountBasis dayCountBasis, boolean eomAdjust, FISADate datedDate, FISADate dividendPaymentDate, FISADate exDividendDate)
Create a new PreferredFixedInterestRateCalculator.

SteppedCouponCalculator(FISADate settlementDate, Redemption redemption, double parValue, InterestRateSchedule interestRateSchedule, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)

SteppedCouponCompoundingCalculator(FISADate settlementDate, Redemption redemption, double parValue, InterestRateSchedule interestRateSchedule, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)

ZeroCouponCalculator(FISADate settlementDate, Redemption redemption, double parValue, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)

Uses of DayCountBasis in com.ftlabs.fisa.calc.cd

Methods in com.ftlabs.fisa.calc.cd with parameters of type DayCountBasis

Calculator	CDFixedInterestRateCalculatorFactory.createCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)
void	CDLastPeriodCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)
void	CDFixedInterestRateCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)
void	CDSteppedCouponCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, InterestRateSchedule interestRateSchedule, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)

Constructors in com.ftlabs.fisa.calc.cd with parameters of type DayCountBasis

CDFixedInterestRateCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)

CDLastPeriodCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)

CDSteppedCouponCalculator(FISADate settlementDate, Redemption redemption, double parValue, InterestRateSchedule interestRateSchedule, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)

Uses of DayCountBasis in com.ftlabs.fisa.calc.indexed

Methods in com.ftlabs.fisa.calc.indexed with parameters of type DayCountBasis

void	InflationIndexedLastPeriodCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, CPIFactory cpiFactory)
void	InflationIndexedMultiplePeriodCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate, CPIFactory cpiFactory)

Constructors in com.ftlabs.fisa.calc.indexed with parameters of type DayCountBasis

InflationIndexedLastPeriodCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, CPIFactory cpiFactory)

InflationIndexedMultiplePeriodCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate, CPIFactory cpiFactory)

Uses of DayCountBasis in com.ftlabs.fisa.calc.jp

Methods in com.ftlabs.fisa.calc.jp with parameters of type DayCountBasis

void	SimpleYTRFixedInterestRateCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)

Constructors in com.ftlabs.fisa.calc.jp with parameters of type DayCountBasis

SimpleYTRFixedInterestRateCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)

Uses of DayCountBasis in com.ftlabs.fisa.calc.msrb

Methods in com.ftlabs.fisa.calc.msrb with parameters of type DayCountBasis

Calculator	MSRBFixedInterestRateCalculatorFactory.createCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)
void	MSRBOneLongPeriodCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)
void	MSRBOneShortPeriodCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)
void	MSRBFixedInterestRateCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)
void	MSRBSteppedCouponCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, InterestRateSchedule interestRateSchedule, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)

Constructors in com.ftlabs.fisa.calc.msrb with parameters of type DayCountBasis

MSRBFixedInterestRateCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)

MSRBOneLongPeriodCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)

MSRBOneShortPeriodCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)

MSRBSteppedCouponCalculator(FISADate settlementDate, Redemption redemption, double parValue, InterestRateSchedule interestRateSchedule, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)